Hello, I'm Daniel! 👋

🚀 About Me

I'm a passionate developer with a strong foundation in both the practical and theoretical sides of technology. My expertise ranges from web and mobile app development to financial mathematics and AI.

📚 Education & Background

Specialized in Stochastic Analysis and Financial Mathematics, diving deep into the intricacies of finance and its mathematical models.
Explored the realms of AI, unlocking its potential to revolutionize various sectors.

Research Projects:

Parameter Estimation in Rough Stochastic Correlation Processes: Worked on estimating the parameters of the rough stochastic correlation process described with a fractional Ornstein-Uhlenbeck process. Compared results from traditional statistical tools with AI simulations.
Efficient Generation of Fractional Stochastic Processes: Developed techniques to generate fractional stochastic processes efficiently, which provided synthetic data to train deep neural networks.
Application of SCP in the Heston Model: Applied the Stochastic Correlation Process (SCP) in the Heston model. Focused on the fundamental idea that the correlation between the price and the volatility processes remains constant and time-independent.
Parameter Estimation in Heston Models: Engaged in the parameter estimation of both the Heston and the rough Heston model in cases involving SCP.
Malliavin Calculus in Financial Modelling: Explored the applications of Malliavin Calculus in various financial modelling scenarios, emphasizing its potential in enhancing precision and understanding of complex financial systems.

Technical Skills from Research:

💼 Current Work & Expertise

Web & Mobile Development: Specialized in React and React Native, building responsive and efficient applications for a variety of platforms.
Backend & Cloud: Proficient in GraphQL, Google Cloud, and Hasura, ensuring seamless data operations and robust cloud solutions.
Programming: Skilled in Rust, TypeScript, Python, C++, emphasizing type safety, performance, and modern coding practices.
AI: Delved into Artificial Intelligence, understanding its algorithms, applications, and the future it holds.